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A comment on "resolving spurious regressions and serially correlated errors"
Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1289-1298
Persistent link: https://www.econbiz.de/10011554480
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Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes
Agiakloglou, Christos N.; Tsimbos, Cleon; Tsimpanos, … - In: Empirical economics : a journal of the Institute for … 57 (2019) 5, pp. 1613-1631
Persistent link: https://www.econbiz.de/10012215851
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Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos N. - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1361-1366
Persistent link: https://www.econbiz.de/10010222386
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Tests for forecast encompassing
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974765
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - 1997
Persistent link: https://www.econbiz.de/10000974766
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James; Mills, Terence C.; Newbold, Paul - 1996
Persistent link: https://www.econbiz.de/10000949555
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Forecast evaluation tests in the presence of ARCH
Harvey, David I.; Leybourne, Stephen James; Newbold, Paul - In: Journal of forecasting 18 (1999) 6, pp. 435-445
Persistent link: https://www.econbiz.de/10001494029